Displaying similar documents to “Adaptive algorithm for noisy autoregressive signals.”

Filtering of signals transmitted in multichannel from Chandrasekhar and Riccati recursions.

S. Nakamori, A. Hermoso, J. Jiménez, J. Linares (2005)

Extracta Mathematicae

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In this paper two recursive algorithms are proposed and compared as a solution of the least mean-squared error linear filtering problem of a wide-sense stationary scalar signal from uncertain observations perturbed by white and coloured additive noises. Considering that the state-space model of the signal is not available and that the variables modelling the uncertainty are not independent, the proposed algorithms are derived by using covariance information. The difference between both...

An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise

Jiawen Bian, Huiming Peng, Jing Xing, Zhihui Liu, Hongwei Li (2013)

International Journal of Applied Mathematics and Computer Science

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This paper considers parameter estimation of superimposed exponential signals in multiplicative and additive noise which are all independent and identically distributed. A modified Newton-Raphson algorithm is used to estimate the frequencies of the considered model, which is further used to estimate other linear parameters. It is proved that the modified Newton-Raphson algorithm is robust and the corresponding estimators of frequencies attain the same convergence rate with Least Squares...

Identifiability and estimation of pharmacokinetic parameters for the ligands of the macrophage mannose receptor

Nathalie Verdiere, Lilianne Denis-Vidal, Ghislaine Joly-Blanchard, Dominique Domurado (2005)

International Journal of Applied Mathematics and Computer Science

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The aim of this paper is numerical estimation of pharmacokinetic parameters of the ligands of the macrophage mannose receptor, without knowing it a priori the values of these parameters. However, it first requires a model identifiability analysis, which is done by applying an algorithm implemented in a symbolic computation language. It is shown that this step can lead to a direct numerical estimation algorithm. In this way, a first estimate is computed from noisy simulated observations...

A new zoom algorithm and its use in frequency estimation

Manuel D. Ortigueira, António S. Serralheiro, J. A. Tenreiro Machado (2015)

Waves, Wavelets and Fractals

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This paper presents a novel zoom transform algorithm for a more reliable frequency estimation. In fact, in many signal processing problems exact determination of the frequency of a signal is of paramount importance. Some techniques derived from the Fast Fourier Transform (FFT), just pad the signal with enough zeros in order to better sample its Discrete-Time Fourier Transform. The proposed algorithm is based on the FFT and avoids the problems observed in the standard heuristic approaches....

Measuring and maintaining consistency: a hybrid FTF algorithm

James Bunch, Richard Le Borne, Ian Proudler (2001)

International Journal of Applied Mathematics and Computer Science

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Due to the versatility as well as its ease of implementation, the Fast Transversal Filters algorithm is attractive for many adaptive filtering applications. However, it is not widely used because of its undesirable tendency to diverge when operating in finite precision arithmetic. To compensate, modifications to the algorithm have been introduced that are either occasional (performed when a predefined condition(s) is violated) or structured as part of the normal update iteration. However,...